{
  "schema_version": "byggsikt.risikostudie.public.v1",
  "title": "Tidsriktig prediksjon av norsk selskapsfall innen 24 måneder",
  "language": "nb-NO",
  "article_status": "forelopig_temporal_validering",
  "model_name": "Byggsikt Risiko 24",
  "model_family": "gradientforsterkede_beslutningstraer",
  "prediction_horizon_months": 24,
  "prediction_origin": "31. desember i regnskapsaret",
  "outcome": [
    "konkursapning",
    "tvangsopplosning"
  ],
  "evaluation": {
    "fiscal_year": 2024,
    "companies": 375688,
    "events_observed": 8082,
    "observed_event_rate": 0.021512531675219864,
    "administrative_outcome_cutoff": "2026-08-24",
    "full_horizon_closes": "2026-12-31",
    "maturity_note": "Resultatet er temporalt holdt ut, men utfallet er ikke fullt modent for hele 24-manedersvinduet."
  },
  "development": {
    "fit_companies": 300863,
    "validation_companies": 33236,
    "validation_events": 765,
    "company_overlap_fit_validation": 0,
    "seeds": [42, 43, 44, 45, 46, 47, 48, 49, 50, 51],
    "seed_count": 10
  },
  "features": {
    "candidate": 215,
    "data_driven_variables": 214,
    "deterministic_audit_canary": 1,
    "reference": 198,
    "candidate_composition": {
      "kontroll_og_grunnvariabler": 53,
      "daterte_hendelsers_aktualitet": 31,
      "historisk_personnettverk": 9,
      "regnskapsnivaer": 75,
      "regnskapskvalitet": 30,
      "kapitalhistorikk": 9,
      "alder_og_revisor_kjerne": 5,
      "revisor_nettverk_provisorisk": 3
    },
    "excluded_from_model": [
      "utfallsvariabler",
      "hendelser etter prediksjonsdato",
      "kildeidentifikatorer",
      "dekningsflagg",
      "donoridentifikatorer",
      "manglendehetsflagg",
      "samtidsbilder av personroller",
      "konkursavledet historikk"
    ]
  },
  "ensemble_metrics": {
    "reference_198": {
      "roc_auc": 0.8792042953312977,
      "average_precision": 0.39803341380890406,
      "standardized_partial_roc_auc_fpr_0_10": 0.76163253792307,
      "brier_score": 0.016342632542468125,
      "top_1_percent": {"selected": 3756, "hits": 2333, "precision": 0.6211395101171459, "recall": 0.2886661717396684},
      "top_5_percent": {"selected": 18784, "hits": 4404, "precision": 0.23445485519591142, "recall": 0.5449146250927989},
      "top_10_percent": {"selected": 37568, "hits": 5335, "precision": 0.14200915672913117, "recall": 0.6601088839396189}
    },
    "candidate_215": {
      "roc_auc": 0.8829504825151829,
      "average_precision": 0.41118656973484574,
      "standardized_partial_roc_auc_fpr_0_10": 0.768019103993899,
      "brier_score": 0.016147459925110116,
      "log_loss": 0.07242021415733196,
      "top_1_percent": {"selected": 3756, "hits": 2352, "precision": 0.6261980830670927, "recall": 0.29101707498144025, "lift": 29.10852578957064},
      "top_5_percent": {"selected": 18784, "hits": 4514, "precision": 0.24031090289608179, "recall": 0.5585251175451621, "lift": 11.170740223610885},
      "top_10_percent": {"selected": 37568, "hits": 5417, "precision": 0.1441918654173765, "recall": 0.6702548874041079, "lift": 6.702691602935331}
    }
  },
  "paired_company_bootstrap": {
    "replicates": 1000,
    "method": "parret persentilbootstrap pa selskap; samme trekk for begge modeller",
    "delta_candidate_minus_reference": {
      "roc_auc": {"estimate": 0.0037461871838851968, "ci95": [0.0029343353433542913, 0.004668414226376616]},
      "average_precision": {"estimate": 0.013153155925941684, "ci95": [0.009900138670408435, 0.016290142819358654]},
      "partial_roc_auc_fpr_0_10": {"estimate": 0.006386566070829103, "ci95": [0.005106072123737063, 0.007727336331451648]},
      "brier_improvement": {"estimate": 0.00019517261735800887, "ci95": [0.0001488201588204942, 0.00024311864302155542]},
      "recall_top_1_percent": {"estimate": 0.002459787181390727, "ci95": [-0.002095609139092175, 0.006906098716325149]},
      "recall_top_5_percent": {"estimate": 0.013610492452363232, "ci95": [0.008364989831534145, 0.017932284178197377]},
      "recall_top_10_percent": {"estimate": 0.010146003464489017, "ci95": [0.005816104870336428, 0.014573649519252819]}
    }
  },
  "seed_stability_candidate_215": {
    "roc_auc": {
      "mean": 0.8781332193977741,
      "sample_sd": 0.0011724212376478514,
      "values": [0.8787802298573376, 0.8776139458824175, 0.8803761212267975, 0.8782917963137811, 0.8787834324916719, 0.8780255168751243, 0.8786960815237447, 0.8772502023543188, 0.8775669518095712, 0.8759479156429766]
    },
    "average_precision": {
      "mean": 0.3933985832398828,
      "sample_sd": 0.0029824885353257518,
      "values": [0.3965874673852049, 0.39664704183638616, 0.3874397637511027, 0.3913008323976931, 0.39481469880253783, 0.393167237032865, 0.39567858145310536, 0.39535031172284696, 0.392258705544677, 0.39074119247240907]
    }
  },
  "calibration_candidate_215": {
    "method": "Platt-kalibrering estimert bare i valideringssettet",
    "evaluation": {
      "observed_over_expected": 1.621555679987683,
      "calibration_in_the_large": 0.6616222295227399,
      "calibration_slope": 0.9637886770026777,
      "expected_calibration_error_10": 0.008245931002350418
    },
    "predeclared_gates": {
      "absolute_calibration_in_the_large_at_most_0_25": false,
      "calibration_slope_between_0_7_and_1_3": true,
      "expected_calibration_error_10_at_most_0_01": true
    },
    "interpretation": "Rangering og relativ risikospredning er sterke, men modellen ma rekalibreres for bruk som absolutt misligholds- eller konkurssannsynlighet."
  },
  "subgroups_candidate_215": {
    "age_years": {
      "under_2": {"rows": 54672, "events": 1691, "roc_auc": 0.7808667246911797, "average_precision": 0.28832921215977003},
      "2_to_under_5": {"rows": 79114, "events": 2373, "roc_auc": 0.876846069868618, "average_precision": 0.5540102008494293},
      "5_to_under_10": {"rows": 88435, "events": 2149, "roc_auc": 0.8949287621812242, "average_precision": 0.42073513477791696},
      "10_to_under_20": {"rows": 95375, "events": 1327, "roc_auc": 0.9064279863632624, "average_precision": 0.3658017343150267},
      "20_or_more": {"rows": 58092, "events": 542, "roc_auc": 0.8950682384321671, "average_precision": 0.29108604415690087}
    }
  },
  "reproducibility": {
    "exact_seed_42_replay": true,
    "maximum_absolute_prediction_difference": 0.0,
    "best_iteration_original_and_replay": 320,
    "proof_receipt_sha256": "333a0762d10ba5747095ae986da74aaa2b37ebc1be73585e16cd703abdc8ab23",
    "proof_receipt_content_sha256": "c58de7d07dcb0df863ef22a30bda02d321f7e60a1cdbee0ceb7e719143c80e94",
    "proof_freeze_sha256": "71a6c391db899e8e474f58efdc4a84e6e594751701f126654116762de41795c2",
    "feature_order_sha256": "a801624a380b21892290698385c764e8fe6d8bba355a2e0e178303a6a9360b50"
  },
  "audit_conclusion": {
    "supported": [
      "sterk temporal diskriminering i den observerte FY2024-kohorten",
      "statistisk stottet forbedring mot den frosne referansemodellen",
      "ingen direkte post-origin- eller utfallsvariabler er identifisert i den valgte featurekontrakten",
      "bit-eksakt reproduksjon for seed 42"
    ],
    "not_supported_yet": [
      "absolutt bevis for fravaer av enhver mulig lekkasje",
      "ferdig kalibrerte 24-maneders sannsynligheter",
      "endelig ytelse pa et fullt modent FY2024-vindu",
      "uavhengig ekstern validering av en annen organisasjon",
      "regulatorisk godkjenning eller autonom kredittbeslutning"
    ]
  }
}